Period of time: 2013年3期
Publisher: Oxford University Press
Founded in: 2003
Total resources: 4
ISSN: 1479-8417
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Journal of Financial Econometrics,volume 10,issue 3
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Asymptotic Theory of Range-Based Multipower Variation
By Christensen Kim,Podolskij Mark in (2012)
Journal of Financial Econometrics,volume 10,issue 3 , Vol. 10, Iss. 3, 2012-06 , pp.A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew
By Fengler Matthias R.,Herwartz Helmut,Werner Christian in (2012)
Journal of Financial Econometrics,volume 10,issue 3 , Vol. 10, Iss. 3, 2012-06 , pp.Asymmetry and Long Memory in Volatility Modeling
By Asai Manabu,McAleer Michael,Medeiros Marcelo C. in (2012)
Journal of Financial Econometrics,volume 10,issue 3 , Vol. 10, Iss. 3, 2012-06 , pp.Statistical Surveillance of Volatility Forecasting Models
By Golosnoy Vasyl,Okhrin Iryna,Schmid Wolfgang in (2012)
Journal of Financial Econometrics,volume 10,issue 3 , Vol. 10, Iss. 3, 2012-06 , pp.Testing Nonlinear Dependence in the Hedge Fund Industry
Journal of Financial Econometrics,volume 10,issue 3 , Vol. 10, Iss. 3, 2012-06 , pp.